+1,162.2%
FITB vs SUI
+4,109.4%
-2,947.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.2% |
| 7D | -1.5% | +6.2% | -7.8% | -5.6% |
| 30D | +5.8% | +8.6% | -2.8% | -0.4% |
| 3M | -6.1% | +1.0% | -7.1% | -7.4% |
| 6M | +5.9% | -2.6% | +8.5% | +6.7% |
| YTD | +16.1% | -0.1% | +16.2% | +14.3% |
| 1Y | +28.8% | +0.5% | +28.4% | +26.2% |
| 3Y | +126.0% | +15.3% | +110.8% | +93.6% |
| 5Y | +45.3% | -26.1% | +71.4% | +63.9% |
| 10Y | +255.4% | +117.8% | +137.5% | +68.8% |
| All | +1,162.2% | +4,109.4% | -2,947.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling